Sequential Indicator Simulation

Question 1

Give the steps of the SIS algorithm.

Answer 1

Algorithm:
1. Define a path to be followed in visiting each location x (or grid node) to be simulated. There are N grid nodes to be visited.
2. Estimate at the first location, say x1, the complete ccdf of Z(x) using indicator kriging for k classes and given data.
3. Draw a value (class) from the conditional simulation at the first location x1 and add the corresponding result in the data set.
4. Move to the next location in the path and estimate the local ccdf for the k classes.
5. Repeat 2-4 until all nodes have been visited.
6. To generate additional realizations, a new path is set and the process is repeated.
7. To generate continuous variables, one may draw values from within each class.